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We consider a stochastic differential equation in a Hilbert space with time-dependent coefficients for which no general existence and uniqueness results are known. We prove, under suitable assumptions, existence and uniqueness of a measure…

Probability · Mathematics 2018-06-18 Vladimir Bogachev , Giuseppe Da Prato , Michael Röckner

Algebraic Riccati equations are encountered in many applications of control and engineering problems, e.g., LQG problems and $H^\infty$ control theory. In this work, we study the properties of one type of discrete-time algebraic Riccati…

Numerical Analysis · Mathematics 2017-06-09 Matthew M. Lin , Chun-Yueh Chiang

We consider solutions to the Euler equations in the whole space from a certain class, which can be characterized, in particular, by finiteness of mass, total energy and momentum. We prove that for a large class of right-hand sides,…

Analysis of PDEs · Mathematics 2008-06-04 Olga Rozanova

It is well-known that entire functions whose spectrum belongs to a fixed bounded set $S$ admit real uniformly discrete uniqueness sets $\Lambda$. We show that the same is true for much wider spaces of continuous functions. In particular,…

Classical Analysis and ODEs · Mathematics 2017-09-13 Alexander Olevskii , Alexander Ulanovskii

Numerical solving differential equations with fractional derivatives requires elimination of the singularity which is inherent in the standard definition of fractional derivatives. The method of integration by parts to eliminate this…

Numerical Analysis · Mathematics 2022-01-26 Pavel B. Dubovski , Jeffrey A. Slepoi

We consider multidimensional quadratic BSDEs with bounded and unbounded terminal conditions. We provide sufficient conditions which guarantee existence and uniqueness of solutions. In particular, these conditions are satisfied if the…

Probability · Mathematics 2017-10-24 Asgar Jamneshan , Michael Kupper , Peng Luo

In this paper we study the Ostrovsky-Hunter equation for the case where the flux function $f(x, u)$ may depend on the spatial variable with certain smoothness. Our main results are that if the flux function is smooth enough (specified…

Analysis of PDEs · Mathematics 2019-05-23 Giuseppe Maria Coclite , Neelabja Chatterjee , Nils Henrik Risebro

In the present work, we investigate a uniqueness of solution of the inverse source problem with non-local conditions for mixed parabolic-hyperbolic type equation with Caputo fractional derivative. Solution of the problem we represent as…

Analysis of PDEs · Mathematics 2016-01-22 M. S. Salakhitdinov , E. T. Karimov

We consider operator-valued differential Lyapunov and Riccati equations, where the operators $B$ and $C$ may be relatively unbounded with respect to $A$ (in the standard notation). In this setting, we prove that the singular values of the…

Optimization and Control · Mathematics 2018-08-14 Tony Stillfjord

For a product of i.i.d. random maps or a memoryless stochastic flow on a compact space $X$, we find conditions under which the presence of locally asymptotically stable trajectories (e.g. as given by negative Lyapunov exponents) implies…

Dynamical Systems · Mathematics 2015-02-26 Julian Newman

The purpose of this article is to develop an algebraic approach to the problem of integrable classification of differential-difference equations with one continuous and two discrete variables. As a classification criterion, we put forward…

Exactly Solvable and Integrable Systems · Physics 2021-08-11 I. T. Habibullin , A. R. Khakimova

The work deals with the studies of the existence of solutions of an integro-differential equation in the situation of the difference of the standard Laplacian and the bi-Laplacian in the diffusion term. The proof of the existence of…

Analysis of PDEs · Mathematics 2026-03-10 Vitali Vougalter , Vitaly Volpert

This paper develops fundamental mathematical theory for second-order Filippov systems. These are discontinuous ordinary differential equations with solutions defined in the sense of Filippov, and whose first Lie derivatives vary…

Dynamical Systems · Mathematics 2026-03-12 D. J. W. Simpson

For regular and nonregular (singular) semilinear differential-algebraic equations (DAEs), we prove theorems on the existence and uniqueness of global solutions and on the blow-up of solutions, which allow one to identify the sets of initial…

Classical Analysis and ODEs · Mathematics 2025-01-10 Maria Filipkovska

We consider here the stationary Micropolar fluid equations which are a particular generalization of the usual Navier-Stokes system where the microrotations of the fluid particles must be taken into account. We thus obtain two coupled…

Analysis of PDEs · Mathematics 2023-11-10 Diego Chamorro , David Llerena , Gastón Vergara-Hermosilla

We investigate discret conditions for stability and asymptotic stability by Lyapunov and the point of equilibrium of autonomous system of differential equations.

Dynamical Systems · Mathematics 2010-07-02 Yulia Sharko

We use Sadavoskii's fixed point method to investigate the existence and uniqueness of solutions of Caputo impulsive fractional differential equations of order \alpha between 0 and 1 with one example of impulsive logistic model and few other…

Classical Analysis and ODEs · Mathematics 2013-04-02 Lakshman Mahto , Syed Abbas , Angelo Favini

In this paper, we consider the Laplace equation with a class of indefinite superlinear boundary conditions and study the uniqueness of positive solutions that this problem possesses. Superlinear elliptic problems can be expected to have…

Analysis of PDEs · Mathematics 2024-01-22 Kenichiro Umezu

We prove that if a solution of the discrete time-dependent Schr\"odinger equation with bounded real potential decays fast at two distinct times then the solution is trivial. For the free Shr\"odinger operator and for operators with…

Analysis of PDEs · Mathematics 2019-03-27 Philippe Jaming , Yurii Lyubarskii , Eugenia Malinnikova , Karl-Mikael Perfekt

In this paper, we are concerned with a Kirchhoff problem in the presence of a strongly-singular term perturbed by a discontinuous nonlinearity of the Heaviside type in the setting of Orlicz-Sobolev space. The presence of both…

Analysis of PDEs · Mathematics 2019-01-03 Carlos Alberto Santos , Lais Santos , Marcos L. M. Carvalho
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